+107.5%
SOXX vs A
+18.0%
+89.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.2% |
| 7D | +1.4% | -2.6% | +4.0% | +2.0% |
| 30D | -3.6% | -0.9% | -2.7% | -3.3% |
| 3M | -10.2% | +13.6% | -23.8% | -13.4% |
| 6M | +54.2% | +27.8% | +26.4% | +42.3% |
| YTD | +75.2% | +8.6% | +66.6% | +72.2% |
| 1Y | +107.5% | +16.9% | +90.6% | +99.2% |
| All | +107.5% | +18.0% | +89.5% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling